Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,757 CHF | 469,007 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,066 CHF | 464,316 CHF | 90.89% | 90.89% |
11/07/2024 | 0.49% | 91.75 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,507 CHF | 460,757 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 91.15 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,305 CHF | 454,555 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 89.90 % | 90.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,895 CHF | 453,145 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 89.55 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,978 CHF | 450,228 CHF | 99.38% | 99.38% |
05/07/2024 | 0.50% | 89.65 % | 90.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,701 CHF | 452,951 CHF | 99.08% | 99.08% |
04/07/2024 | 0.50% | 89.60 % | 90.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,283 CHF | 448,533 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 90.50 % | 90.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,577 CHF | 455,827 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 91.20 % | 91.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,919 CHF | 457,169 CHF | 99.38% | 99.38% |